Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371297.5535 | 1273153.9814 | 98143.5721 | 1988189.092 | 797795.983 | 1190393.109 |
Total P&L (%) | 1371.2976 | 1273.154 | 98.1436 | 1988.1891 | 797.796 | 1190.3931 |
Avg Daily Profit (%) | 0.7361 | 0.6834 | 0.0527 | 0.1633 | 0.1179 | 0.1374 |
Buy And Hold Return (%) | 45.6997 | 45.6997 | 45.6997 | 45.6997 | 45.6997 | 45.6997 |
Max Trade Drawdown | -119787 | -101339 | -77205 | -1219303 | -981671 | -516580 |
Profit Factor | 4.0251 | 6.5245 | 1.4404 | 1.4755 | 1.3641 | 1.5982 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 37.8378 | 35.1351 | 40.5405 | 37.8378 | 35.1351 | 40.5405 |
Ratio Avg Win / Avg Loss | 6.6126 | 12.0452 | 2.1126 | 2.424 | 2.5183 | 2.344 |
Largest Winning Trade | 1106331 | 1106331 | 63533 | 802678 | 700240 | 802678 |
Largest Losing Trade | -32907 | -18166 | -32907 | -300170 | -300170 | -266791 |
Avg Bars in Trades | 292 | 254 | 330 | 292 | 254 | 330 |
Avg Bars in Winners | 527 | 480 | 568 | 527 | 480 | 568 |
Avg Bars in Losers | 149 | 132 | 168 | 149 | 132 | 168 |
Bars Traded | 21650 | 9416 | 12234 | 21650 | 9416 | 12234 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53807 | 537210 | -130087 | -63516 | -39400 | -9872 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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